+235.3%
SLV vs PSX
+377.2%
-141.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.2% |
| 7D | +2.8% | +1.8% | +1.0% | +2.6% |
| 30D | +2.2% | +21.6% | -19.4% | +0.1% |
| 3M | +2.9% | +46.5% | -43.6% | -1.4% |
| 6M | -22.4% | +62.0% | -84.4% | -26.7% |
| YTD | -5.7% | +106.3% | -112.1% | -13.5% |
| 1Y | +63.3% | +103.0% | -39.7% | +50.0% |
| 3Y | +189.0% | +135.5% | +53.5% | +159.0% |
| 5Y | +172.7% | +368.5% | -195.9% | +125.6% |
| 10Y | +235.3% | +386.6% | -151.3% | +164.6% |
| All | +235.3% | +377.2% | -141.9% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling